+603.9%
SONY vs ALM
+3,551.9%
-2,947.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +1.5% |
| 7D | +0.3% | +1.2% | -1.0% | +0.3% |
| 30D | +11.1% | -19.3% | +30.5% | +11.2% |
| 3M | +14.7% | -40.6% | +55.3% | +14.9% |
| 6M | +18.8% | -57.9% | +76.7% | +19.1% |
| YTD | +5.7% | -6.7% | +12.4% | +5.6% |
| 1Y | -8.1% | +20.2% | -28.2% | -8.2% |
| 3Y | +64.0% | +879.4% | -815.5% | +62.2% |
| 5Y | +12.6% | +415.3% | -402.6% | +11.5% |
| 10Y | +373.8% | +2,100.8% | -1,727.0% | +365.6% |
| All | +603.9% | +3,551.9% | -2,947.9% | +580.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling